Chenggui Yuan
YOU?
Author Swipe
View article: The invariant measure of nonlinear McKean-Vlasov stochastic differential equations with common noise
The invariant measure of nonlinear McKean-Vlasov stochastic differential equations with common noise Open
This paper focuses on the invariant measure of McKean-Vlasov (MV) stochastic differential equations (SDEs) with common noise (wCN) whose coefficients depend on both the state and the measure. Using the existence of the unique solution of t…
View article: A new proof on quasilinear Schrödinger equations with prescribed mass and combined nonlinearities
A new proof on quasilinear Schrödinger equations with prescribed mass and combined nonlinearities Open
In this work, we study the quasilinear Schrödinger equation \begin{equation*} \aligned -Δu-Δ(u^2)u=|u|^{p-2}u+|u|^{q-2}u+λu,\,\, x\in\R^N, \endaligned \end{equation*} under the mass constraint \begin{equation*} \int_{\R^N}|u|^2\text{d}x=a,…
View article: On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise Open
In this work, we establish the existence and uniqueness of solutions to McKean-Vlasov stochastic differential equations (SDEs) driven by Lévy processes with common noise on an infinite time horizon, by means of a contraction mapping princi…
View article: The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions Open
In this paper, we first study the large deviation principle (LDP) for non-degenerate McKean-Vlasov stochastic differential equations (MVSDEs) with Hölder continuous drifts by using Zvonkin's transformation. When the drift only satisfies Hö…
View article: Stochastic differential equations with critically low regularity growing drift
Stochastic differential equations with critically low regularity growing drift Open
View article: Euler–Maruyama scheme for delay-type stochastic McKean–Vlasov equations driven by fractional Brownian motion
Euler–Maruyama scheme for delay-type stochastic McKean–Vlasov equations driven by fractional Brownian motion Open
View article: Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality
Path-Distribution Dependent SDEs: Well-Posedness and Asymptotic Log-Harnack Inequality Open
We consider stochastic differential equations on $\mathbb R^d$ with coefficients depending on the path and distribution for the whole history. Under a local integrability condition on the time-spatial singular drift, the well-posedness and…
View article: Propagation of chaos and Razumikhin theorem for the nonlinear McKean-Vlasov SFDEs with common noise
Propagation of chaos and Razumikhin theorem for the nonlinear McKean-Vlasov SFDEs with common noise Open
As the limit equations of mean-field particle systems perturbed by common environmental noise, the McKean-Vlasov stochastic differential equations with common noise have received a lot of attention. Moreover, past dependence is an unavoida…
View article: Path-distribution dependent SDEs: Well-posedness and asymptotic log-Harnack inequality
Path-distribution dependent SDEs: Well-posedness and asymptotic log-Harnack inequality Open
View article: Preface
Preface Open
View article: Humidity modifies species‐specific and age‐dependent heat stress effects in an insect host‐parasitoid interaction
Humidity modifies species‐specific and age‐dependent heat stress effects in an insect host‐parasitoid interaction Open
Climate change is projected to increase the frequency and intensity of extreme heat events, and may increase humidity levels, leading to coupled thermal and hydric stress. However, how humidity modulates the impacts of heat stress on speci…
View article: Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability Open
In this paper we investigate explicit numerical approximations for stochastic differential delay equations (SDDEs) under a local Lipschitz condition by employing the adaptive Euler-Maruyama (EM) method. Working in both finite and infinite …
View article: Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion Open
This paper focuses on the numerical scheme for delay-type stochastic McKean-Vlasov equations (DSMVEs) driven by fractional Brownian motion with Hurst parameter $H\in (0,1/2)\cup (1/2,1)$. The existence and uniqueness of the solutions to su…
View article: Humidity modifies age-dependent heat wave effects in an insect host-parasitoid interaction
Humidity modifies age-dependent heat wave effects in an insect host-parasitoid interaction Open
1. Climate change is projected to increase the likelihood of extreme heat events, but it may also alter humidity levels, leading to the potential for coupled thermal and hydric stress. While increasing frequency and intensity of extreme he…
View article: Long Time $\W_0$-$\widetilde{\W}_1$ type Propagation of Chaos for Mean Field Interacting Particle System
Long Time $\W_0$-$\widetilde{\W}_1$ type Propagation of Chaos for Mean Field Interacting Particle System Open
In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting particle system driven by Lévy noise is derived, where $\W_0$…
View article: Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations Open
.This paper provides some sufficient conditions for the existence and uniqueness and the stochastic stability of the global solution for nonlinear neutral stochastic functional differential equations. When the drift term and the diffusion …
View article: Stochastic Differential Equations with Critically Low Regularity Growing Drift
Stochastic Differential Equations with Critically Low Regularity Growing Drift Open
View article: Multilevel Monte Carlo EM scheme for MV-SDEs with small noise
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise Open
In this paper, we estimate the variance of two coupled paths derived with the Multilevel Monte Carlo method combined with the Euler Maruyama discretization scheme for the simulation of McKean-Vlasov stochastic differential equations with s…
View article: Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations Open
This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the mean-square sense is obtained, and the almost sure propagati…
View article: The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise Open
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation o…
View article: Convergence rate in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e48"><mml:msup><mml:mrow><mml:mi mathvariant="script">L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msup></mml:math> sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean–Vlasov equations
Convergence rate in sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean–Vlasov equations Open
This paper focuses on the numerical scheme of highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equation (NMSMVE) by virtue of the stochastic particle method. First, under general assumptions, the results about propagation o…
View article: Multilevel Monte Carlo EM scheme for MV-SDEs with small noise
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise Open
In this paper, we estimate the variance of two coupled paths derived with the Multilevel Monte Carlo method combined with the Euler Maruyama discretization scheme for the simulation of McKean-Vlasov stochastic differential equations with s…
View article: Stochastic equations with low regularity drifts
Stochastic equations with low regularity drifts Open
By using the Itô-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularity Lebesgue-Hölder space $L^q(0,T;{\mathcal C}_b^α({\mathbb …
View article: Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions Open
In this paper, we study small-noise asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H∈(1/2,1) and magnitude ϵH. By building up a variat…
View article: Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions Open
In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to …
View article: Convergence rate in $\mathcal{L}^p$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations
Convergence rate in $\mathcal{L}^p$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations Open
This paper focuses on the numerical scheme of highly nonlinear neutral multiple-delay stohchastic McKean-Vlasov equation (NMSMVE) by virtue of the stochastic particle method. First, under general assumptions, the results about propagation …
View article: The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations
The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations Open
In this paper, we study the numerical method for approximating the random periodic solution of semilinear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating infin…
View article: Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations
Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations Open
This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the drift coefficients is super-linear. First, we obtain that …
View article: The threshold of stochastic tumor-immune model with regime switching
The threshold of stochastic tumor-immune model with regime switching Open
View article: Invariant probability measures for path-dependent random diffusions
Invariant probability measures for path-dependent random diffusions Open
In this work, we are concerned with path-dependent random diffusions. Under certain ergodic condition, we show that the path-dependent random diffusion under consideration has a unique invariant probability measure and converges exponentia…